Normally when you use data binding the control is bound to some object that has a notion of the current record. You need to figure out which record that is and make it move to a new record. That should update the value in the current record to whatever is in the TextBox.

If you want to create a new record, you need to call that object's AddNew method (or whatever method it provides for creating a new record). You then need to call it's Update method when you're done to accept the new record.

Overall I think data binding might be a little confusing for this. I would probably just use a SQL INSERT statement (or some other direct database method) instead of data binding to add the record when focus moves to the next field.